Gone Fishin' at a glance
Gone Fishin' is a fixed-allocation portfolio by Alexander Green across US Equity, US Small-Cap, European Equity, Pacific Equity, rebalanced annual. Backtested 1998-12-31 to 2026-04-24 (27.3 years): 7.9% CAGR, 0.63 Sharpe, -43.3% max drawdown, 13.5% volatility.
- Type
- Fixed Allocation
- Author
- Alexander Green
- Rebalancing
- Annual
- Risk
- Moderate
- Period
- 1998-12-31 to 2026-04-24
- CAGR
- 7.9%
- Sharpe
- 0.63
- Max Drawdown
- -43.3%
- Volatility
- 13.5%
Gone Fishin' — Fixed Allocation Portfolio
Alexander Green's 10-fund globally diversified portfolio: 65% equities across 5 regions, 30% bonds (short-term + high yield + TIPS), 5% REITs + 5% gold.
Backtest Performance (1998-12-31 to 2026-04-24)
| Metric | Gone Fishin' |
|---|---|
| Compound Annual Growth Rate (CAGR) | 7.9% |
| Maximum Drawdown | -43.3% |
| Sharpe Ratio | 0.63 |
| Sortino Ratio | 0.80 |
| Annualized Volatility | 13.5% |
| Calmar Ratio | 0.18 |
| Total Return | 687.0% |
| Backtest Period | 27.3 years |
Strategy Details
- Type
- Fixed / Strategic
- Rebalancing
- annual
- Risk Level
- moderate
- Variants
- 1
- Author
- Alexander Green
- Source
- Green, Alexander. The Gone Fishin' Portfolio (2003)
Asset Classes
- US Equity
- US Small-Cap
- European Equity
- Pacific Equity
- Emerging Markets
- Short-Term Bonds
- High Yield Bonds
- TIPS
- REITs
- Gold
Categories
Track Gone Fishin' in Your Portfolio
Sign up for BestFolio to get monthly rebalancing signals, blend strategies into custom portfolios, and receive alerts when allocations change.